ONEY Options History — March 2023 In March 2023, ONEY traded between $89.15 and $98.93. ATM implied volatility averaged 22.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.9% (HV 20d: 16.9%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days.
Notable Days 2023-03-13 : Largest IV spike — 45.6% change2023-03-13 : Highest IV Rank — 61.3%2023-03-23 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $93.18 $89.15 $98.93 $97.62 $93.98 Max Pain $95.00 $95.00 $95.00 $95.00 $95.00 ATM IV 22.8% 16.7% 42.3% 17.1% 18.3% Expected Move 5.9% 4.8% 7.3% 4.9% 5.2% HV 20d 16.9% 12.1% 22.1% 13.4% 22.1% HV 60d 16.6% 15.3% 17.4% 15.8% 17.3% IV Rank 19.9% 6.9% 61.3% 7.8% 10.4% IV Percentile 32.1% 2.8% 96.8% 4.4% 10.7% Term Structure -0.8% -4.4% 1.0% -0.8% 0.2% Skew 25d 3.9% -0.5% 8.7% 6.2% 2.4% Skew 10d 5.4% 2.1% 10.2% 3.1% 4.0% Call IV 25d 16.5% 13.1% 20.6% 17.3% 15.8% Put IV 25d 20.4% 15.2% 25.7% 23.5% 18.2% Bid-Ask Spread % 118.91 113.40 125.21 125.21 121.45 Gamma HHI 0.85 0.56 1.00 0.74 1.00 Net GEX 1.4K 220 3.5K 2.6K 407 Net DEX -9.9K -30.6K -1.0K -26.0K -2.6K Net VEX -21 -40 -8 -40 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.696 1 4 4 1
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $97.62 $95.00 17.1% 4.9% 13.4% 7.8% 0.0% 6.2% -0.8% 2.6K -26.0K -40 0.00 125.21 N/A N/A 0 0 4 0 2023-03-02 $98.15 $95.00 18.3% 5.2% 12.1% 10.3% 0.0% 3.1% -2.4% 2.5K -28.1K -37 0.00 124.32 N/A N/A 0 0 4 0 2023-03-03 $98.93 $95.00 16.7% 4.8% 12.5% 6.9% 0.0% 1.3% -0.7% 2.1K -30.6K -34 0.00 125.16 N/A N/A 0 0 4 0 2023-03-06 $98.11 $0.00 18.2% 4.9% 12.6% 10.1% 0.0% 1.9% -0.1% 2.5K -28.7K -34 0.00 119.18 N/A N/A 0 0 4 0 2023-03-07 $96.82 $0.00 19.5% 4.9% 13.0% 12.9% 0.0% 1.1% -2.5% 2.9K -24.2K -36 0.00 119.42 N/A N/A 0 0 4 0 2023-03-08 $96.77 $0.00 20.4% 4.9% 12.6% 14.7% 0.0% 2.6% 0.3% 3.1K -24.3K -35 0.00 120.08 N/A N/A 0 0 4 0 2023-03-09 $94.94 $0.00 25.3% 5.5% 13.7% 25.1% 0.0% -0.5% -0.6% 3.5K -17.9K -34 0.00 117.81 N/A N/A 0 0 4 0 2023-03-10 $92.44 $0.00 29.1% 6.6% 15.9% 33.2% 0.0% 3.1% -1.2% 2.8K -9.2K -27 0.00 113.40 N/A N/A 0 0 4 0 2023-03-13 $91.44 $0.00 42.3% 7.2% 15.5% 61.3% 0.0% 7.8% -1.1% 2.1K -6.8K -22 0.00 118.10 N/A N/A 0 0 4 0 2023-03-14 $92.02 $0.00 38.6% 6.0% 14.9% 53.4% 0.0% 2.9% 0.1% 2.4K -7.2K -20 0.00 123.16 N/A N/A 0 0 4 0 2023-03-15 $90.55 $0.00 22.6% 6.5% 15.4% 19.5% 0.0% 6.7% -0.3% 1.3K -3.1K -14 0.00 114.26 N/A N/A 0 0 4 0 2023-03-16 $91.82 $0.00 21.0% 6.0% 16.7% 16.0% 0.0% 6.0% -4.4% 2.1K -4.2K -15 0.00 116.75 N/A N/A 0 0 4 0 2023-03-17 $89.95 $0.00 23.4% 6.7% 17.6% 21.2% 0.0% 5.1% -0.9% 327 -1.3K -10 0.00 114.64 N/A N/A 0 0 4 0 2023-03-20 $90.79 $0.00 22.9% 6.6% 18.4% 20.1% 0.0% 8.7% -1.0% 274 -1.6K -11 0.00 113.56 N/A N/A 0 0 1 0 2023-03-21 $92.12 $0.00 20.6% 5.9% 18.8% 15.2% 0.0% 6.8% -0.3% 325 -2.0K -14 0.00 115.69 N/A N/A 0 0 1 0 2023-03-22 $90.50 $0.00 23.2% 6.6% 19.5% 20.7% 0.0% 0.1% -2.0% 253 -1.6K -12 0.00 122.99 N/A N/A 0 0 1 0 2023-03-23 $89.15 $0.00 25.4% 7.3% 19.5% 25.5% 0.0% 8.0% -2.3% 220 -1.0K -8 0.00 118.60 N/A N/A 0 0 1 0 2023-03-24 $89.85 $0.00 22.3% 6.4% 19.9% 18.9% 0.0% 6.5% -0.1% 242 -1.3K -10 0.00 114.81 N/A N/A 0 0 1 0 2023-03-27 $90.96 $0.00 21.3% 6.1% 20.7% 16.8% 0.0% 2.5% 0.0% 283 -1.6K -11 0.00 117.67 N/A N/A 0 0 1 0 2023-03-28 $91.17 $0.00 20.3% 5.8% 20.8% 14.5% 0.0% 2.3% 1.0% 286 -1.5K -11 0.00 118.07 N/A N/A 0 0 1 0 2023-03-29 $92.47 $0.00 19.4% 5.5% 21.7% 12.6% 0.0% 2.7% 0.3% 333 -1.9K -13 0.00 119.99 N/A N/A 0 0 1 0 2023-03-30 $92.70 $0.00 18.8% 5.4% 21.6% 11.4% 0.0% 2.0% 0.9% 347 -2.1K -13 0.00 120.65 N/A N/A 0 0 1 0 2023-03-31 $93.98 $0.00 18.3% 5.2% 22.1% 10.4% 0.0% 2.4% 0.2% 407 -2.6K -14 0.00 121.45 N/A N/A 0 0 1 0
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